Herding within Chinese Equity Markets in Response to COVID-19 'Lockdown Style' Containment Measures

This repository contains the files and data associated with my Applied Economics Dissertation, which I am producing as part of my BSc Economics degree at the University of Bristol.

My research focuses on 'herding' within financial markets - the theory that investors will forego their private information in favour of following the public decisions of other investors. Academics and observers alike have expressed concerns such behaviour could lead to excess volatility and asset bubbles that threaten to destabilise financial markets.

Specifically, this dissertation seeks to determine whether the additional cognitive stress investors were subject to stemming from 'Lockdown Style' policies within China induced additional herding within equity markets.

🚀 About Me

I am a final year Economics undergrad at the University of Bristol. I'm incredibly interested in data analysis, specifically how this can relate to financial markets and economic policy.

I have worked as a Research Intern for a Chinese foreign policy research project with the university, having written reports to inform policy decisions in Parliament. I also participated in a Spring Internship within HSBC's Global Banking and Markets divisions in London.

I joined a year exchange programme at the Chinese University of Hong Kong during the third year of my degree, taking classes in everything from Chinese financial history and Mandarin to programming and law.

I am proficient in Python, specialising in data analysis and machine learning. I also have experience working in Stata, in addition to HTML, CSS and JavaScript. You can view a portfolio of Economic data analysis conducted during my degree here.

Finally, I have recently developed a slight obsession with basketball, and the intersection of the sport with data. I produced a large project as part of my degree on the role of salary in the NBA, which can be found here.

📖 How to Read

• Dissertation - Download and open dissertation.pdf, or, import dissertation.tex into a TeX editor, such as Overleaf, either by downloading and importing the file or copy-pasting the contents into the editor.

• Data Analysis - Results of the regressions and statistical tests can be found within section_3-2.log. If you would like to reproduce the analysis, you can do so by running section_3-2.do using Stata (download the files within data along with the do-file).

• Data - you can access the data sources used within the dissertation, alongside the calculations for the regression variables via AED_codebook.ipynb.

🔗 Links